A Powerful Portmanteau Test of Lack of Fit for Time Series

A Powerful Portmanteau Test of Lack of Fit for Time Series

Peña, Daniel, Rodríguez, Julio
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Volume:
97
Language:
english
Journal:
Journal of the American Statistical Association
DOI:
10.1198/016214502760047122
Date:
June, 2002
File:
PDF, 248 KB
english, 2002
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